My Son gets scared at night because of monsters.

I put my son to bed last night and he asked me to check under the bed and the closet for "monsters". I checked and saw that everything was as it should be and that he should sleep sleep well. He smiled and snuggled up with his favorite teddy bear and closed his eyes. I quietly shut his door and went to lay in my own bed, going to sleep quickly. At 3 AM I am awoken by my son screaming in his bedroom. I run in there and he is crying about the monsters. I check under his bed and the closet again. It took me the rest of the night to capture his monsters and put them back under his bed and in the closet! The next time I am going to chain them in there so he isn't waking me up anymore when he realizes they have escaped!